+1,027.1%
JNJ vs GRMN
+6,655.2%
-5,628.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | -2.9% | +5.5% | +3.0% |
| 30D | +7.4% | -8.4% | +15.8% | +8.4% |
| 3M | +21.2% | +15.0% | +6.2% | +19.0% |
| 6M | +13.4% | +11.2% | +2.2% | +11.6% |
| YTD | +35.1% | +37.7% | -2.6% | +29.6% |
| 1Y | +57.4% | +18.5% | +39.0% | +53.4% |
| 3Y | +86.8% | +175.8% | -89.0% | +62.7% |
| 5Y | +80.8% | +75.1% | +5.7% | +64.8% |
| 10Y | +202.7% | +637.0% | -434.3% | +135.4% |
| All | +1,027.1% | +6,655.2% | -5,628.1% | +629.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling